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Timing of Predictions in Dynamic Cheap Talk : Experts vs. Quacks
Smirnov, Aleksei - 2019
of privately known competence, who cares about his reputation, chooses the timing of the forecast regarding the outcome …. Further, any report hurts the forecaster's reputation in the short run, with later reports incurring larger penalties. The … reputation of a silent forecaster, on the other hand, gradually improves over time …
Persistent link: https://www.econbiz.de/10012859563
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With or without forecast sharing : competition and credibility under information asymmetry
Gümüş, Mehmet - In: Production and operations management : an international … 23 (2014) 10, pp. 1732-1747
Persistent link: https://www.econbiz.de/10010464945
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Information Content in Sneer Asymmetry : An Application to OOS Implied Volatility Forecasting
Choi, Youngsoo - 2012
The ad hoc Black-Scholes (AHBS) model is one of the most widely used option valuation models among practitioners models. The main contribution of this study is methodological. We have two main results: (1) we make the empirical observation that typically the call and put sneers are discontinuous...
Persistent link: https://www.econbiz.de/10013097543
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A Copula Approach to Test Asymmetric Information with Applications to Predictive Modeling
Shi, Peng; Valdez, Emiliano A. - 2011
In this article, we provide an alternative evidence of asymmetric information in automobile insurance based on a copula model. We use the Frank’s copula to jointly model the type of policy coverage chosen and the number of accidents, with the dependence parameter providing for evidence of the...
Persistent link: https://www.econbiz.de/10014191732
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Predictive Policing : An Information Design Approach
Ichihashi, Shota - 2022
Citizens may engage in crime, depending on the probability of being searched and their types such as legal earning opportunities. Police observes information about citizens' types and allocates search efforts to catch citizens who commit crimes. I show that the police who has full information...
Persistent link: https://www.econbiz.de/10014076370
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Do central bank forecasts influence private agents? : forecasting performance versus signals
Hubert, Paul - In: Journal of money, credit and banking : JMCB 47 (2015) 4, pp. 771-789
Persistent link: https://www.econbiz.de/10011307957
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Do central bank forecasts influence private agents? : Forecasting performance vs. signals
Hubert, Paul - 2011
Persistent link: https://www.econbiz.de/10009383009
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Do Central Bank Forecasts Influence Private Agents? Forecasting Performance versus Signals
Hubert, Paul - 2015
Focusing on a set of central banks that publish inflation forecasts in real time, this paper aims to establish whether central bank inflation forecasts influence private inflation forecasts. The response is positive in the five countries studied: Sweden, the United Kingdom, Canada, Switzerland,...
Persistent link: https://www.econbiz.de/10013017403
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Public forecast information sharing in a market with competing supply chains
Kremer, Mirko; Debo, Laurens - In: Management science : journal of the Institute for … 62 (2016) 10, pp. 3023-3038
Persistent link: https://www.econbiz.de/10011591828
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On the interaction between asymmetric demand signal and forecast accuracy information
Wang, Jiao; Liu, Zhibing; Zhao, Ruiqing - In: European journal of operational research : EJOR 277 (2019) 3, pp. 857-874
Persistent link: https://www.econbiz.de/10012102205